We try to recast in modern terms a choice principle conceived by Beppo Levi, who called it the Approximation Principle (AP). Up to now, there was almost no discussion about Levi’s contribution, due to the quite obscure formulation of AP the author has chosen. After briefly reviewing the historical and philosophical surroundings of Levi’s proposal, we undertake our own attempt at interpreting AP. The idea underlying the principle, as well as the supposed faithfulness of our version to Levi’s original intention, are then discussed. Finally, an application of AP to a property of metric spaces is presented, with the aim of showing how AP may work in contexts where other forms of choice are commonly at use.